Contains a set of references and notes describing the field. This book is useful to researchers willing to see advanced mathematics applied to finance. The chapters on contingent claim valuation presents techniques of practical importance, especially for pricing exotic options.
- Limba : Engleza
- Data Publicarii : 13 Aug 1998
- Editie : 1st ed. 1998. Corr. 3rd printing 2001
- Format : Hardback
- Numar pagini : 416
- ISBN : 9780387948393